+285.2%
APH vs ELAN
-18.8%
+304.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +4.9% | +4.0% | +0.8% | +3.9% |
| 30D | -5.4% | +18.8% | -24.2% | -9.1% |
| 3M | -5.5% | +19.0% | -24.4% | -9.3% |
| 6M | +25.9% | +22.8% | +3.1% | +19.5% |
| YTD | +16.4% | +18.3% | -2.0% | +10.9% |
| 1Y | +16.5% | +21.8% | -5.3% | +10.3% |
| 3Y | +270.9% | +153.8% | +117.0% | +178.4% |
| All | +285.2% | -18.8% | +304.0% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling